CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 12-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2010 |
12-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1118 |
1.1145 |
0.0027 |
0.2% |
1.1213 |
| High |
1.1166 |
1.1164 |
-0.0002 |
0.0% |
1.1220 |
| Low |
1.1095 |
1.1060 |
-0.0035 |
-0.3% |
1.1060 |
| Close |
1.1144 |
1.1119 |
-0.0025 |
-0.2% |
1.1119 |
| Range |
0.0071 |
0.0104 |
0.0033 |
46.5% |
0.0160 |
| ATR |
0.0123 |
0.0121 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
121,961 |
86,799 |
-35,162 |
-28.8% |
594,241 |
|
| Daily Pivots for day following 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1426 |
1.1377 |
1.1176 |
|
| R3 |
1.1322 |
1.1273 |
1.1148 |
|
| R2 |
1.1218 |
1.1218 |
1.1138 |
|
| R1 |
1.1169 |
1.1169 |
1.1129 |
1.1142 |
| PP |
1.1114 |
1.1114 |
1.1114 |
1.1101 |
| S1 |
1.1065 |
1.1065 |
1.1109 |
1.1038 |
| S2 |
1.1010 |
1.1010 |
1.1100 |
|
| S3 |
1.0906 |
1.0961 |
1.1090 |
|
| S4 |
1.0802 |
1.0857 |
1.1062 |
|
|
| Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1613 |
1.1526 |
1.1207 |
|
| R3 |
1.1453 |
1.1366 |
1.1163 |
|
| R2 |
1.1293 |
1.1293 |
1.1148 |
|
| R1 |
1.1206 |
1.1206 |
1.1134 |
1.1170 |
| PP |
1.1133 |
1.1133 |
1.1133 |
1.1115 |
| S1 |
1.1046 |
1.1046 |
1.1104 |
1.1010 |
| S2 |
1.0973 |
1.0973 |
1.1090 |
|
| S3 |
1.0813 |
1.0886 |
1.1075 |
|
| S4 |
1.0653 |
1.0726 |
1.1031 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1220 |
1.1060 |
0.0160 |
1.4% |
0.0081 |
0.7% |
37% |
False |
True |
118,848 |
| 10 |
1.1290 |
1.0957 |
0.0333 |
3.0% |
0.0119 |
1.1% |
49% |
False |
False |
131,797 |
| 20 |
1.1290 |
1.0886 |
0.0404 |
3.6% |
0.0120 |
1.1% |
58% |
False |
False |
130,077 |
| 40 |
1.1292 |
1.0679 |
0.0613 |
5.5% |
0.0122 |
1.1% |
72% |
False |
False |
105,046 |
| 60 |
1.1789 |
1.0679 |
0.1110 |
10.0% |
0.0130 |
1.2% |
40% |
False |
False |
75,145 |
| 80 |
1.1789 |
1.0679 |
0.1110 |
10.0% |
0.0116 |
1.0% |
40% |
False |
False |
56,403 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1606 |
|
2.618 |
1.1436 |
|
1.618 |
1.1332 |
|
1.000 |
1.1268 |
|
0.618 |
1.1228 |
|
HIGH |
1.1164 |
|
0.618 |
1.1124 |
|
0.500 |
1.1112 |
|
0.382 |
1.1100 |
|
LOW |
1.1060 |
|
0.618 |
1.0996 |
|
1.000 |
1.0956 |
|
1.618 |
1.0892 |
|
2.618 |
1.0788 |
|
4.250 |
1.0618 |
|
|
| Fisher Pivots for day following 12-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1117 |
1.1134 |
| PP |
1.1114 |
1.1129 |
| S1 |
1.1112 |
1.1124 |
|